PfSense implementation issue with DVSwitch

We are trying to use pfsense with dvswitch in our virtual environment, where we wish to filter traffic to our VMs directly from pfsense. Our VMs are windows based terminal servers and we want to restrict IPs/ Ports accessible on them.

Our Mgmt and VM N/W portgroup is the same in the dvportgroup and whenever while configuring the pfsense machine I connect the pfsense machine’s NIC to the mgmt-public dvportgroup, the CPU utilization of any of the ESXi hosts/ all the hosts increases from 5%-60% unexpectedly. We use ESXi 5.5 U1 with single socket Intel Xeon 2690 10 x 2.99 GHz processors on all our ESXi hosts in the cluster. We have to implement the firewall in the Virtual Environment, but unable to do so, please suggest something.